+102.0%
META vs QBTS
+1,160.4%
-1,058.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.4% | -2.3% | +4.7% |
| 7D | +5.7% | +13.7% | -8.0% | +4.9% |
| 30D | -10.8% | -21.3% | +10.5% | -9.8% |
| 3M | +8.4% | -44.7% | +53.2% | +11.4% |
| 6M | +5.4% | -49.2% | +54.6% | +7.9% |
| YTD | -2.6% | -56.1% | +53.6% | -0.5% |
| 1Y | +3.5% | -61.1% | +64.6% | +5.9% |
| 3Y | +102.0% | +1,511.0% | -1,409.0% | +62.6% |
| All | +102.0% | +1,160.4% | -1,058.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling